+614.8%
FLEX vs AU
+818.2%
-203.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.8% |
| 7D | +7.5% | -7.2% | +14.7% | +8.5% |
| 30D | -25.3% | -2.9% | -22.4% | -25.0% |
| 3M | -39.7% | -8.7% | -31.0% | -39.1% |
| 6M | -47.9% | -14.1% | -33.7% | -47.2% |
| YTD | +24.1% | +4.8% | +19.3% | +23.2% |
| 1Y | +26.0% | +11.9% | +14.1% | +24.3% |
| 3Y | +282.7% | +513.8% | -231.1% | +228.8% |
| 5Y | +424.2% | +379.3% | +45.0% | +347.6% |
| All | +614.8% | +818.2% | -203.4% | +505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling